Pages that link to "Item:Q959282"

The following pages link to Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282):

Displaying 11 items.

• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach (Q1019893) (← links)
• Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
• A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
• Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
• Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
• Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions (Q2320904) (← links)
• Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs (Q2361484) (← links)
• A Bayesian approach for estimating the parameters of an <i>α</i>-stable distribution (Q5065298) (← links)
• Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
• Bayesian inversion with α-stable priors (Q6070748) (← links)